| | |
| | | import logging |
| | | import time |
| | | |
| | | from code_attribute import gpcode_manager |
| | | from l2 import l2_data_util, l2_data_manager, transaction_progress |
| | | from l2.cancel_buy_strategy import FCancelBigNumComputer, LCancelBigNumComputer, LCancelRateManager, \ |
| | | GCancelBigNumComputer, SCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer |
| | | GCancelBigNumComputer, SCancelBigNumComputer, HourCancelBigNumComputer |
| | | from l2.l2_data_manager_new import L2TradeDataProcessor |
| | | from l2.l2_data_util import L2DataUtil |
| | | from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager |
| | |
| | | buyno_map = {} |
| | | |
| | | order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code) |
| | | # 是否已经下单 |
| | | is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos) |
| | | |
| | | big_sell_order_info = None |
| | | try: |
| | | limit_up_price = gpcode_manager.get_limit_up_price(code) |
| | | if limit_up_price: |
| | | limit_up_price = round(float(limit_up_price), 2) |
| | | # 统计卖单 |
| | | big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas) |
| | | big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas, limit_up_price) |
| | | need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code, |
| | | big_sell_order_info, |
| | | order_begin_pos) |
| | |
| | | |
| | | LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index, |
| | | total_datas) |
| | | |
| | | if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1: |
| | | cancel_result = FCancelBigNumComputer().need_cancel_for_deal_fast(code, buy_progress_index) |
| | | if cancel_result[0]: |
| | | L2TradeDataProcessor.cancel_buy(code, cancel_result[1]) |
| | | HourCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index, |
| | | buy_progress_index) |
| | | else: |